Chia-Shang James Chu

Author

University of Southern California

Also Known As

CHIA-SHANG J. CHU, Chia-Shang Chu, Chia-Shang J. Chu, Chia-Shang James Chu, Chia-Shang J. Chu, Chia‐Shang J. Chu

Publications

13.2K

Citations

H-Index

Concepts

All Affiliations

University of Southern California Peking University

About

Chia-Shang James Chu is an author at University of Southern California specializing in business, statistics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	5	5	12.7K
2	Finance	4	4	205
3	Engineering	2	2	177
4	Economics	2	2	12.6K
5	Asset Pricing	2	2	169

Chia-Shang James Chu

Publications

13K

Citations

H-Index

Page 1

	Year	Citations
Unit root tests in panel data: asymptotic and finite-sample properties Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu Journal of Econometrics Econometric ModelEconomicsUnit Root TestsBusinessEconomic Analysis	2002	12.5K
Detecting parameter shift in garch models Chia-Shang James Chu Econometric Reviews Volatility ModelingParameter IdentificationShift DetectionAsset PricingTest Statistics	1995	114
Time series segmentation: A sliding window approach Chia-Shang James Chu Information Sciences EngineeringData MiningTemporal Pattern RecognitionTime Series SegmentationForecasting	1995	113
A Direct Test for Changing Trend Chia-Shang James Chu, Halbert White Journal of Business and Economic Statistics	1992	72
The Moving-Estimates Test for Parameter Stability Chia-Shang James Chu, Kurt Hornik, Chung‐Ming Kuan Econometric Theory Stability AnalysisParameter IdentificationParameter EstimationEngineeringParameter Stability	1995	64
Stock market volatility and regime shifts in returns Chia-Shang James Chu, G.J. Santoni, Tung Liu Information Sciences Volatility ModelingEconomicsFinancial EconomicsAsset PricingMarket Trend	1996	55
A Direct Test for Changing Trend Chia-Shang James Chu, Halbert White Journal of Business and Economic Statistics Shift DetectionDirect TestEconometricsTrend PredictionTrend Analysis	1992	48
Pitfalls in market timing test Chia-Shang James Chu, Liping Lu, Zhentao Shi Economics Letters Market MicrostructureBacktestingMarket TrendBusinessEconomic Analysis	2009	19
Market timing: Recent development and a new test Cheng Chou, Chia-Shang James Chu Economics Letters Market DevelopmentMarket TrendMarket AnalysisNew TestBusiness	2011	17

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